Anic Equity¶

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Total return since start: 0.695 %¶

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Equity now: -----------------------------> 51784.29 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48585.23 Kr¶

PnL: ---------------------------------------> -502.34 Kr¶

DD now: ---------------------------------> -0.308 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:50:52.438089'

Anic Portfolio¶

Today¶

Return: 0.281 %¶

This Week¶

Return: 8.957 %¶

Total¶

Return: 69.528 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 4.270000 811.600000 138.600000 20.590000 673.000000
Nordea Bank Abp 29 1.400000 3580.920000 126.920000 3.670000 3453.999992
SAAB B 8 1.310000 3461.600000 84.600000 2.510000 3377.000000
Fasadgruppen Group 38 1.280000 4218.000000 77.000000 1.860000 4140.999992
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 3.140000 620.100000 56.100000 9.950000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.650000 595.200000 38.200000 6.860000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.660000 390.000000 35.000000 9.860000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Securitas B 6 2.010000 583.560000 13.560000 2.380000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.490000 248.400000 2.400000 0.980000 246.000000
Handelsbanken A 5 0.460000 546.750000 0.750000 0.140000 546.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 0.550000 578.340000 -4.660000 -0.800000 582.999984
Corem Property Group B 59 1.520000 572.300000 -4.700000 -0.810000 576.999999
Boozt 12 1.030000 1647.600000 -6.400000 -0.390000 1653.999996
CTEK 13 2.520000 512.460000 -21.540000 -4.030000 533.999999
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Essity B 2 -2.020000 534.400000 -39.600000 -6.900000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.830000 1072.000000 -77.000000 -6.700000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.470000 1849.100000 -139.900000 -7.030000 1989.000002
Axfood 15 -3.790000 3880.500000 -419.500000 -9.760000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48585.230000 -502.340000 -0.3082% 49087.564636

Updated:¶

'2023-02-01 15:51:05.581449'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶